+323.4%
APLD vs COPX
+140.6%
+182.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +2.9% | +3.1% |
| 7D | -6.3% | +1.6% | -8.0% | -7.7% |
| 30D | -29.6% | -15.0% | -14.5% | -15.7% |
| 3M | -42.6% | -18.6% | -24.0% | -28.3% |
| 6M | -59.6% | -14.9% | -44.6% | -52.0% |
| YTD | -32.0% | +1.8% | -33.8% | -32.4% |
| 1Y | -46.9% | +19.7% | -66.6% | -55.8% |
| All | +323.4% | +140.6% | +182.8% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded COPX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling